Access Statistics for Emma M. Iglesias

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments 0 0 0 69 0 1 14 164
Asymptotic normality of the QMLE in the level-effect ARCH model 0 0 0 40 0 0 6 127
Banking, Currency, Stock Market and Debt Crises: Revisiting Reinhart & Rogoff Debt Analysis in Spain, 1850-1995 0 0 0 88 2 3 8 69
Estimation of tail thickness parameters from GJR-GARCH models 0 1 5 252 1 3 21 825
Extending the Use of the Block-Block Bootstrap to AR(∞) Processes 0 0 0 0 0 0 9 91
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 1 1 1 80 2 4 9 308
MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 62 1 5 8 273
Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary 0 0 0 73 0 1 8 150
Semiparametric Inference in a GARCH-in-Mean Model 0 1 22 129 2 3 44 333
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances 0 0 0 115 0 0 4 572
Testing for Breaks Using Alternating Observations 0 0 0 84 1 1 7 269
The estimation of simultaneous equation models under conditional heteroscedasticity 0 0 0 174 0 2 6 600
The limiting properties of the QMLE in a general class of asymmetric volatility models 1 2 20 98 1 2 22 229
Total Working Papers 2 5 48 1,264 10 25 166 4,010


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS 0 0 0 0 0 0 4 36
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments 0 0 0 16 0 2 8 60
An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market 0 0 0 38 0 1 6 108
Analysing one-month Euro-market interest rates by fractionally integrated models 0 0 0 40 0 2 3 231
Another look about the evolution of the risk premium: a VAR-GARCH-M model 0 0 1 108 0 0 4 288
Análisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza 0 0 0 47 0 0 7 1,091
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence 0 0 0 33 0 0 5 105
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 1 28 0 0 3 105
Banking, currency, stock market and debt crises in Spain, 1850–1995 4 14 17 17 4 17 22 38
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters 0 0 0 58 0 0 1 225
Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital 0 3 7 38 1 6 25 87
Constrained k-class Estimators in the Presence of Weak Instruments 0 0 0 8 0 0 3 67
Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) 0 0 1 44 0 0 4 355
Editorial 0 0 0 5 0 1 5 24
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models 0 0 2 45 1 1 9 183
Evolution over time of the determinants of preferences for redistribution and the support for the welfare state 0 0 0 4 0 3 3 22
Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America 0 0 4 17 1 2 19 65
Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade 0 0 0 8 0 1 3 68
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation 0 0 1 30 0 0 4 100
Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation 0 0 0 35 0 0 5 157
First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator 0 0 2 48 2 7 20 171
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model 5 16 19 19 5 17 25 25
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS 0 0 0 27 1 1 4 91
Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models 0 0 0 28 1 1 3 95
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances 0 0 0 0 0 0 5 55
Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US 0 0 0 43 1 1 6 176
Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia 0 0 4 72 3 6 23 302
Inversión privada, gasto público y presión tributaria en América Latina 0 0 3 18 0 4 18 64
Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary 0 0 0 33 0 1 5 97
Partial maximum likelihood estimation of spatial probit models 1 3 8 173 1 6 27 516
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models 0 0 0 41 0 0 2 88
Semiparametric inference in a GARCH-in-mean model 0 0 1 60 2 2 13 250
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation 0 0 2 63 0 2 6 222
Testing of the mean reversion parameter in continuous time models 0 0 0 9 0 1 9 63
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model 0 0 0 12 0 3 5 39
The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models 0 0 2 6 0 1 12 20
Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation 0 0 0 14 0 0 11 70
Value at Risk of the main stock market indexes in the European Union (2000–2012) 0 0 0 24 0 0 11 97
Volatility spill-overs in commodity spot prices: New empirical results 0 0 0 65 0 0 5 242
Voter decisions on eminent domain and police power reforms 0 0 0 14 0 0 7 111
XV Applied Economics Meeting 0 0 0 2 0 0 0 17
Total Journal Articles 10 36 75 1,390 23 89 360 6,226


Statistics updated 2020-09-04